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CIP / Convenience-Yield

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Headline seriesShow U.S. Treasury premiumG10 median (Figure 2 construction) — independent of the currencies below.

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Government-bond CIP (spliced IBOR/OIS) · 5y · U.S. Treasury premium

2004-01-01 – 2025-06-30 · release 2024q4

About this data

The CIP / convenience-yield dataset measured and published by Wenxin Du (Harvard Business School), Ritt Keerati (Federal Reserve Board), and Jesse Schreger (Columbia Business School).

Citation

Du, W., Keerati, R., and Schreger, J. (2025). Decoupling Dollar and Treasury Privilege. Working paper.

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© 2026 Du, Keerati, Schreger. The dataset is made available for research and policy use.

U.S. Treasury premium · 5y · CIP / Convenience-Yield Data